Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47495.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46100.91 Kr¶

PnL: ---------------------------------------> -787.66 Kr¶

DD now: ---------------------------------> -2.332 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:50:41.827643'

Anic Portfolio¶

Today¶

Return: -0.856 %¶

This Week¶

Return: -0.079 %¶

Total¶

Return: 55.489 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.650000 3094.000000 123.000000 4.140000 2971.000006
HEBA B 70 -2.120000 2751.000000 115.000000 4.360000 2636.000010
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
Corem Property Group B 59 0.000000 637.790000 60.790000 10.540000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.290000 401.200000 46.200000 13.010000 355.000000
OEM International B 7 0.000000 561.400000 33.400000 6.330000 527.999997
Norva24 Group 16 0.000000 572.160000 29.160000 5.370000 543.000000
SAAB B 8 -0.090000 3398.400000 21.400000 0.630000 3377.000000
MedCap 2 -1.350000 440.000000 19.000000 4.510000 421.000000
HMS Networks 2 -2.870000 690.800000 17.800000 2.640000 673.000000
Intrum 4 -1.880000 542.400000 15.400000 2.920000 527.000000
Eastnine 4 -0.470000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -1.020000 546.000000 14.000000 2.630000 532.000000
Boozt 12 -3.270000 1666.800000 12.800000 0.770000 1653.999996
AcadeMedia 12 -1.270000 561.840000 4.840000 0.870000 557.000004
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.120000 3.120000 1.270000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -1.060000 573.100000 -0.900000 -0.160000 573.999998
Securitas B 6 -0.960000 568.800000 -1.200000 -0.210000 570.000000
Swedbank A 3 -0.790000 562.650000 -1.350000 -0.240000 564.000000
Essity B 2 0.350000 572.200000 -1.800000 -0.310000 574.000000
Handelsbanken A 5 0.460000 543.500000 -2.500000 -0.460000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.170000 529.200000 -6.800000 -1.270000 536.000004
CTEK 13 -1.680000 524.680000 -9.320000 -1.750000 533.999999
Midsona B 63 -0.440000 572.040000 -10.960000 -1.880000 582.999984
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
Nordea Bank Abp 29 -0.940000 3406.920000 -47.080000 -1.360000 3453.999992
International Petroleum Corp. 5 -2.500000 546.500000 -48.070000 -8.080000 594.565215
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.640000 3604.900000 -151.100000 -4.020000 3756.000001
OX2 18 -1.410000 1505.700000 -158.300000 -9.510000 1663.999992
Fasadgruppen Group 35 0.910000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46100.910000 -787.660000 -2.33204% 46888.564618

Updated:¶

'2023-01-19 09:50:54.506344'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶